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Parameter estimation of exponential signals: a system identification approach
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
2013 (English)In: Digital signal processing (Print), ISSN 1051-2004, E-ISSN 1095-4333, Vol. 23, no 5, 1565-1577 p.Article in journal (Refereed) Published
Abstract [en]

Exponential signals occur in extremely diverse applications and estimation of their parameters is one of the basic problems in applied sciences. Nevertheless there are only a handful of methods for exponential analysis that are recommended in the literature, and even those methods have relatively mediocre performance in more difficult scenarios. In this paper we attempt to correct this situation by making use of a system identification approach. The proposed methodology, which we call EASI (Exponential Analysis via System Identification), is shown to have a satisfactory performance (i.e., high resolution and small statistical variability) for practical data lengths, and this not only for white measurement noise but also in cases with highly correlated noise (which were rarely considered in the previous literature).

Place, publisher, year, edition, pages
2013. Vol. 23, no 5, 1565-1577 p.
National Category
Signal Processing
Research subject
Signal Processing
Identifiers
URN: urn:nbn:se:uu:diva-205726DOI: 10.1016/j.dsp.2013.05.003ISI: 000323855500019OAI: oai:DiVA.org:uu-205726DiVA: diva2:642572
Available from: 2013-08-22 Created: 2013-08-22 Last updated: 2017-12-06Bibliographically approved

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Stoica, PeterBabu, Prabhu

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